-55.4%
TSLL vs DHR
-16.7%
-38.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.3% | -10.7% |
| 7D | +1.9% | -3.9% | +5.8% | +4.9% |
| 30D | +17.8% | +4.0% | +13.8% | +15.1% |
| 3M | -37.0% | +11.5% | -48.5% | -44.3% |
| 6M | -37.7% | +1.9% | -39.5% | -40.7% |
| YTD | -51.4% | -8.9% | -42.5% | -49.1% |
| 1Y | -23.4% | +5.1% | -28.5% | -31.6% |
| 3Y | -30.8% | -10.3% | -20.5% | -33.8% |
| All | -55.4% | -16.7% | -38.7% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling